One of the better things about the city is that the property taxes are a bargain compared to suburbia. This is one of the reasons that houses in Bayside (Queens) are generally more expensive per square foot than the ones in Manhasset or New Hyde Park right across the border. That slight difference in price pales in comparison to the amount of taxes you have to pay in Nassau.
Westchester has at least one town that I know of (White Plains) where property taxes are relatively low. Nassau lacks even one town with a substantial commercial property base to take the burden off of homewoners.